Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50795.45 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.073 %¶

This Week¶

Return: 0.073 %¶

Total portfolio value¶

Return including deposits: 66.268 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 4.080000 1093.800000 26.100000 2.440000 1067.700000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.140000 2062.100000 21.250000 1.040000 2040.850000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.710000 896.000000 12.800000 1.450000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Hennes & Mauritz B 6 -0.290000 917.640000 7.680000 0.840000 909.960000
Atrium Ljungberg B 5 -0.110000 907.500000 6.000000 0.670000 901.500000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
SKF B 5 -0.910000 982.500000 4.500000 0.460000 978.000000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
BHG Group 109 -5.230000 1421.360000 2.180000 0.150000 1419.180000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -7.980000 145.200000 -2.300000 -1.560000 147.500000
Gränges 10 3.620000 1031.000000 -5.000000 -0.480000 1036.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
JM 7 -2.110000 941.500000 -6.300000 -0.660000 947.800000
Catena 2 -0.750000 796.000000 -7.600000 -0.950000 803.600000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
Byggmax Group 33 -2.420000 956.340000 -8.580000 -0.890000 964.920000
OX2 12 -4.110000 897.000000 -9.600000 -1.060000 906.600000
BioGaia B 8 -2.790000 892.000000 -10.400000 -1.150000 902.400000
EQT 4 -2.940000 859.600000 -11.200000 -1.290000 870.800000
Investor B 3 -1.580000 644.400000 -13.600000 -2.070000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Hoist Finance 36 -1.980000 979.200000 -28.800000 -2.860000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -1.860000 2652.360000 -331.220000 -11.100000 2983.577733
TOTAL 43411.000000 -291.590000 -4.39018% 43702.591732

Updated:¶

'2023-06-19 14:37:40.731893'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶